Q4438216 (Q4438216): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 16:50, 5 March 2024
scientific article; zbMATH DE number 2015381
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 2015381 |
Statements
2002
0 references
securities markets
0 references
optimal strategies
0 references
portfolio optimization
0 references
ergodic control problem
0 references
Bellman equations
0 references
infinite time horizon
0 references
integrability condition
0 references